+147.7%
ASTS vs SPG
+75.4%
+72.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.9% | -14.4% | -14.5% |
| 7D | -29.9% | +5.0% | -34.9% | -32.9% |
| 30D | -52.2% | +12.3% | -64.5% | -56.8% |
| 3M | -55.8% | +1.9% | -57.7% | -56.7% |
| 6M | -52.7% | +14.4% | -67.1% | -59.5% |
| YTD | -58.4% | +26.5% | -84.9% | -67.9% |
| 1Y | -57.1% | +30.7% | -87.8% | -67.9% |
| 3Y | +629.5% | +122.6% | +506.9% | +219.2% |
| 5Y | +147.7% | +73.3% | +74.4% | +19.7% |
| All | +147.7% | +75.4% | +72.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling